+41.3%
COR vs MKC
+2.9%
+38.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.7% |
| 7D | +7.8% | -3.0% | +10.8% | +8.6% |
| 30D | +7.0% | +4.8% | +2.2% | +6.0% |
| 3M | +16.3% | -12.8% | +29.1% | +20.7% |
| 6M | +41.3% | +5.0% | +36.3% | +33.3% |
| All | +41.3% | +2.9% | +38.3% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling